Dynamic portfolio optimization with inverse covariance clustering (2023)

First Author: Wang Y
Attributed to:  Blockchain technology for Algorithmic Regulation And Compliance (BARAC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.eswa.2022.118739

Publication URI: http://dx.doi.org/10.1016/j.eswa.2022.118739

Type: Journal Article/Review

Parent Publication: Expert Systems with Applications